Cookies: Preheat oven to 375 degrees. Beat butter and sugars in large bowl with electric mixer until light and fluffy. Add egg, salt and vanilla; blend well. Stir in flour and chili powder; blend well. Add chopped pecans; mix to combine.
Using a small ice cream scoop place balls on parchment lined baking sheets. Bake for 15 minutes or until very lightly brown and crisp at the edges. Cool cookies on pan for two minutes then transfer to wire rack to cool completely.
Mexican Chocolate Icing: Place chocolate, vanilla, chili powder and cinnamon in a large microwave-safe dish. Microwave 30 seconds on high, stir and continue to microwave in 10-20 second intervals, stirring after each until chocolate is melted and smooth. Using a teaspoon or pastry bag drizzle chocolate over cooled cookies; press a pecan half on top and sprinkle with sea salt.
Store cookies in airtight container at room temperature for up to 1 week.